NeuroOne Medical Technologies Corp (NMTC)
0.6998
-0.03
(-3.98%)
USD |
NASDAQ |
Nov 21, 16:00
0.6998
0.00 (0.00%)
After-Hours: 20:00
NeuroOne Medical Technologies Max Drawdown (5Y): 98.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.03% |
| September 30, 2024 | 98.03% |
| August 31, 2024 | 98.03% |
| July 31, 2024 | 98.03% |
| June 30, 2024 | 98.03% |
| May 31, 2024 | 98.03% |
| April 30, 2024 | 98.03% |
| March 31, 2024 | 98.03% |
| February 29, 2024 | 98.03% |
| January 31, 2024 | 98.03% |
| December 31, 2023 | 98.03% |
| November 30, 2023 | 98.03% |
| October 31, 2023 | 98.03% |
| September 30, 2023 | 98.03% |
| August 31, 2023 | 98.03% |
| July 31, 2023 | 98.03% |
| June 30, 2023 | 98.03% |
| May 31, 2023 | 98.03% |
| April 30, 2023 | 98.03% |
| March 31, 2023 | 98.03% |
| February 28, 2023 | 98.03% |
| January 31, 2023 | 98.03% |
| December 31, 2022 | 98.03% |
| November 30, 2022 | 98.03% |
| October 31, 2022 | 98.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.03% |
| August 31, 2022 | 98.03% |
| July 31, 2022 | 98.03% |
| June 30, 2022 | 98.03% |
| May 31, 2022 | 98.03% |
| April 30, 2022 | 97.22% |
| March 31, 2022 | 95.92% |
| February 28, 2022 | 93.33% |
| January 31, 2022 | 93.33% |
| December 31, 2021 | 92.96% |
| November 30, 2021 | 92.06% |
| October 31, 2021 | 89.91% |
| September 30, 2021 | 89.60% |
| August 31, 2021 | 89.60% |
| July 31, 2021 | 89.60% |
| June 30, 2021 | 89.60% |
| May 31, 2021 | 89.60% |
| April 30, 2021 | 89.60% |
| March 31, 2021 | 89.60% |
| February 28, 2021 | 89.60% |
| January 31, 2021 | 89.60% |
| December 31, 2020 | 89.60% |
| November 30, 2020 | 89.60% |
| October 31, 2020 | 88.88% |
| September 30, 2020 | 88.43% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
79.98%
Minimum
Nov 2019
98.03%
Maximum
May 2022
92.98%
Average
97.63%
Median
Max Drawdown (5Y) Benchmarks
| SINTX Technologies Inc | 100.00% |
| Nutriband Inc | -- |
| enVVeno Medical Corp | -- |
| Beyond Air Inc | 98.07% |
| CVRx Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.76 |
| Beta (5Y) | 0.9182 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.0% |
| Historical Sharpe Ratio (5Y) | -0.2937 |
| Historical Sortino (5Y) | -0.7582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.15% |